+11.3%
HSY vs PFGC
+110.5%
-99.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.3% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -4.2% | -15.8% | +11.5% | -2.6% |
| 3M | -0.7% | -0.6% | -0.1% | -0.6% |
| 6M | -21.8% | +10.7% | -32.5% | -22.5% |
| YTD | -2.7% | +7.6% | -10.3% | -3.5% |
| 1Y | -4.8% | -7.8% | +3.0% | -4.4% |
| 3Y | -9.4% | +63.7% | -73.1% | -14.2% |
| 5Y | +11.3% | +112.3% | -101.0% | +2.7% |
| All | +11.3% | +110.5% | -99.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling